+421.9%
EWJ vs AGI
+5,263.7%
-4,841.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -1.5% | -5.4% | +3.9% | -1.2% |
| 30D | +0.2% | +6.6% | -6.5% | -0.3% |
| 3M | +8.6% | +8.2% | +0.4% | +7.9% |
| 6M | +12.1% | -29.3% | +41.5% | +14.1% |
| YTD | +20.1% | -7.4% | +27.4% | +20.0% |
| 1Y | +25.2% | +7.9% | +17.3% | +23.9% |
| 3Y | +70.8% | +206.2% | -135.5% | +58.8% |
| 5Y | +49.2% | +397.6% | -348.4% | +34.5% |
| 10Y | +138.6% | +383.4% | -244.8% | +108.3% |
| All | +421.9% | +5,263.7% | -4,841.8% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling